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68 lines
2.0 KiB
Python
68 lines
2.0 KiB
Python
# -*- coding: utf-8 -*-
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from pandas import Series
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from pandas_ta._typing import DictLike, Int
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from pandas_ta.maps import Imports
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from pandas_ta.utils import v_offset, v_pos_default, v_series, v_talib
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def midpoint(
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close: Series, length: Int = None, talib: bool = None,
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offset: Int = None, **kwargs: DictLike
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) -> Series:
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"""Midpoint
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The Midpoint is the average of the rolling high and low of period length.
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Args:
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close (pd.Series): Series of 'close's
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length (int): It's period. Default: 2
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talib (bool): If TA Lib is installed and talib is True, Returns
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the TA Lib version. Default: True
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offset (int): How many periods to offset the result. Default: 0
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Kwargs:
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fillna (value, optional): pd.DataFrame.fillna(value)
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fill_method (value, optional): Type of fill method
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Returns:
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pd.Series: New feature generated.
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"""
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# Validate
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length = v_pos_default(length, 2)
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if "min_periods" in kwargs and kwargs["min_periods"] is not None:
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min_periods = int(kwargs["min_periods"])
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else:
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min_periods = length
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close = v_series(close, max(length, min_periods))
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if close is None:
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return
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mode_tal = v_talib(talib)
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offset = v_offset(offset)
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# Calculate
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if Imports["talib"] and mode_tal:
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from talib import MIDPOINT
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midpoint = MIDPOINT(close, length)
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else:
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lowest = close.rolling(length, min_periods=min_periods).min()
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highest = close.rolling(length, min_periods=min_periods).max()
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midpoint = 0.5 * (lowest + highest)
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# Offset
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if offset != 0:
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midpoint = midpoint.shift(offset)
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# Fill
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if "fillna" in kwargs:
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midpoint.fillna(kwargs["fillna"], inplace=True)
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if "fill_method" in kwargs:
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midpoint.fillna(method=kwargs["fill_method"], inplace=True)
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# Name and Category
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midpoint.name = f"MIDPOINT_{length}"
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midpoint.category = "overlap"
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return midpoint
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